Quantitative Researcher

Role overview

Education and experience

• MSc or PhD in a quantitative field; live trading experience is valued more highly than credentials.
• Five or more years of quantitative research or trading experience at an HFT firm, market maker, systematic fund, or crypto-native market maker.
• Hands-on experience with TradFi or equivalent crypto asset classes and both maker and taker strategies.

Technical and market skills

• Advanced probability, statistics, time-series analysis, optimization, and strict out-of-sample validation practices.
• Expert Python with NumPy, pandas or Polars, and PyTorch, plus working C++ or Rust for latency-critical components.
• Scalable tick-data engineering, columnar storage, cross-venue normalization, and data-quality control.
• Crypto and TradFi microstructure, low-latency architecture, inventory optimization, hedging, settlement, and real-time risk controls.

Liquidity program responsibilities

• Design market-maker tiers, admission criteria, quoting obligations, incentives, and progression to subsidy-free self-sufficiency.
• Optimize fee schedules and rebates, design order-book mechanics, and establish protections against tier gaming and toxic flow.
• Own the program financial model, subsidy roadmap, payback targets, and market-quality dashboard.

Trading research responsibilities

• Own the crypto-first trading roadmap and later TradFi FX and futures expansion across pricing, quoting, hedging, and execution.
• Research alpha using tick, order-book, cross-venue, funding, basis, and on-chain data.
• Design hedging and risk frameworks, collaborate on low-latency implementation, and validate through simulation and canary deployments.
• Own P&L attribution, transaction-cost and markout analysis, research standards, and the TradFi FX entry workstream.

Working environment